omega_ratio: Omega ratio
In alejandro-sotolongo/InvestmentSuite: Investment Asset and Portfolio Time-Series Analysis
View source: R/QuantAnalysis.R
Description
Omega ratio
Usage
1
omega_ratio(ret, mar = 0)
Arguments
ret
data.frame containing returns
mar
minimal acceptable return to define downside
alejandro-sotolongo/InvestmentSuite documentation built on Jan. 19, 2020, 5:20 p.m.
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View source: R/QuantAnalysis.R
Description
Omega ratio
Usage
1 | omega_ratio(ret, mar = 0)
|
Arguments
ret |
data.frame containing returns |
mar |
minimal acceptable return to define downside |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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